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楼主: greenback

Forex/Futures ST for Week 6/03-6/07

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发表于 2013-6-3 08:16 PM | 显示全部楼层


greenback 发表于 2013-6-3 02:57 PM
Just follow your signals and do whatever you should do ...

Papertrading

买了一个6E@1.3074, st @ 1.2942.

  今天CT的大阳棒一下整走我一半儿的利润,很心痛。ES的止损设在1643.

06032013.png

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 楼主| 发表于 2013-6-4 06:11 PM | 显示全部楼层
Okay, got some time today for market review ...

Overall still in consolidation ... wait in see mode. You know what's going if you follow the news these two days ... Let's see how the data will unfold in the next few days ...
US Small Cap 2000(Daily)20130604160741.png
Japan 225(Daily)20130604160716.png
DAX(Daily)20130604160625.png
NQ 100(Daily)20130604160602.png
SPX 500(Daily)20130604160523.png

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发表于 2013-6-4 06:14 PM | 显示全部楼层
谢谢分享!

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 楼主| 发表于 2013-6-4 06:16 PM | 显示全部楼层
Bond traders are also taking a pause from the slide ... a rare moment bond and equity move in the same direction.
Euro Bund(Daily)20130604161047.png
US 10 YR T-Note(Daily)20130604161026.png
Japan Govt. Bond(Daily)20130604161255.png
US 30 YR T-Bond(Daily)20130604161327.png
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 楼主| 发表于 2013-6-4 06:24 PM | 显示全部楼层
AUD and CAD hit MA20 and is reversing ...
GBP is actually testing MA20 on the weekly chart.
JPY found a trendline support.
EUR continues its upward move S/R is a bit far away.
AUDUSD(Daily)20130604162143.png
USDCAD(Daily)20130604162054.png
GBPUSD(Daily)20130604162007.png
USDJPY(Daily)20130604161650.png
EURUSD(Daily)20130604161541.png
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 楼主| 发表于 2013-6-4 06:27 PM | 显示全部楼层
Energies are still in a range.
Natural Gas(Daily)20130604162440.png
Crude Oil(Daily)20130604162357.png
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 楼主| 发表于 2013-6-4 06:28 PM | 显示全部楼层
Metals clearly don't want to go south from here, at least in the near future.
Copper(Daily)20130604162637.png
Gold(Daily)20130604162545.png
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 楼主| 发表于 2013-6-4 06:32 PM | 显示全部楼层
Here is the portfolio update:
Screen Shot 2013-06-04 at 4.29.55 PM.png
Screen Shot 2013-06-04 at 4.29.38 PM.png
Screen Shot 2013-06-04 at 4.28.25 PM.png
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 楼主| 发表于 2013-6-5 11:45 AM | 显示全部楼层
US bond is the process of forming a bottom (on the 5h chart) ... we will close our position in shorting bond at EOD ...
US 30 YR T-Bond(5 Hours)20130605094315.png
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 楼主| 发表于 2013-6-5 08:15 PM | 显示全部楼层
I'm busy testing my automatic strategies ... It's really fun to watch how it goes!

Nevertheless, let's take a look of the market while backtesting.

Not good, unfortunately for bulls. The support has broken. The MA20 on the weekly chart would be very likely to be visited in the coming weeks, if and only if this week is close below the support. Apparently it has to be a bear bar.
US Small Cap 2000(Daily)20130605181111.png
DAX(Daily)20130605161420.png
NQ 100(Daily)20130605161331.png
SPX 500(Daily)20130605161235.png
Japan 225(Daily)20130605161457.png
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 楼主| 发表于 2013-6-5 08:16 PM | 显示全部楼层
Bonds are still in consolidation here ... but there is a chance they have bottomed here.
US 30 YR T-Bond(Daily)20130605181516.png
Euro Bund(Daily)20130605181504.png
Japan Govt. Bond(Daily)20130605181447.png
US 10 YR T-Note(Daily)20130605181431.png
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 楼主| 发表于 2013-6-5 08:18 PM | 显示全部楼层
Let's pass on the currencies and commodities, since I'm really eager to get the trading robots to work first.
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发表于 2013-6-6 09:23 AM | 显示全部楼层
欧元再次印证了预判,黄金比较弱。黄金里的泡沫还没挤干净,对货币的优势正在丧失,应该远离。

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 楼主| 发表于 2013-6-6 09:33 AM | 显示全部楼层
北京哥哥 发表于 2013-6-6 10:23 AM
欧元再次印证了预判,黄金比较弱。黄金里的泡沫还没挤干净,对货币的优势正在丧失,应该远离。

Hope you made a great profit on EURO!
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发表于 2013-6-6 10:52 AM | 显示全部楼层
greenback 发表于 2013-6-6 09:33 AM
Hope you made a great profit on EURO!

Thanks!See,that's the problem. I only made half of what I had planned. It's a perfect exmaple to demonstrate that trading is not relevant with forecasting.
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 楼主| 发表于 2013-6-6 11:51 AM | 显示全部楼层
北京哥哥 发表于 2013-6-6 11:52 AM
Thanks!See,that's the problem. I only made half of what I had planned. It's a perfect exmaple to ...

That's why I'm exploring automatic trading now ...
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 楼主| 发表于 2013-6-6 11:52 AM | 显示全部楼层
This backtest makes the breakdown as real a it gets!
SPX 500(5 Hours)20130606095023.png

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 楼主| 发表于 2013-6-6 12:30 PM | 显示全部楼层
Some big buy folded in JPY/JGB ...
Japan Govt. Bond(Daily)20130606102751.png
USDJPY(Daily)20130606102633.png
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 楼主| 发表于 2013-6-6 07:28 PM | 显示全部楼层
本帖最后由 greenback 于 2013-6-6 08:30 PM 编辑

Just launched my auto traders ... let's see how the real time simulation goes.

Again, let's have a brief recap. Bulls did a great job today, but still not out of woods ... I bought dip in the IYR fund, which rebounded strongly at MA200 on the daily chart. I'm converting the short bond fund into PETDX instead.
US Small Cap 2000(Daily)20130606172535.png
Japan 225(Daily)20130606172507.png
DAX(Daily)20130606172410.png
NQ 100(Daily)20130606172353.png
SPX 500(Daily)20130606172300.png
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 楼主| 发表于 2013-6-6 07:33 PM | 显示全部楼层
A violent day for bonds as we commented intraday ... However, the short bond trade is still on, it seems.
US 30 YR T-Bond(Daily)20130606173139.png
Euro Bund(Daily)20130606173110.png
US 10 YR T-Note(Daily)20130606173021.png
Japan Govt. Bond(Daily)20130606173004.png
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